Santonastaso, Sveva (A.A. 2022/2023) The usage of the ESG heatmap to integrate ESG risks in portfolio investment strategy. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 93. [Master's Degree Thesis]

PDF (Full text) Restricted to Registered users only Download (2MB) | Request a copy

Abstract/Index

Introduction to Basel accords. Basel II and the “three-pillar” approach. Key changes and criticisms of Basel II. Basel III and the future of international banking regulation. Understanding ESG risks. Defining ESG risks. Evolution of European regulations and other reporting guideline on ESG risks. The importance of incorporating ESG risks into banking risk management. Identify and assess ESG risks through the ESG heatmap tool to enhance portfolio sustainable investment strategy. Introduction and purpose of the study. Understanding transition finance. Developing the ESG sectoral matrix and potential risk matrix. Application of the potential risk matrix to a fictitious portfolio. General conclusions and future developments of the ESG heatmap methodology on portfolio management.

References

Bibliografia: pp. 78-86.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Risk management
Thesis Supervisor:	Penza, Daniele
Thesis Co-Supervisor:	Morelli, Giacomo
Academic Year:	2022/2023
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	12 Jun 2024 10:07
Last Modified:	12 Jun 2024 10:07
URI:	https://tesi.luiss.it/id/eprint/38898

Downloads

Repository Staff Only

View Item